Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -302539.3413 | -49625.2528 | -252914.0885 | -62312.9191 | 393707.3926 | -456020.3117 |
Total P&L (%) | -302.5393 | -49.6253 | -252.9141 | -62.3129 | 393.7074 | -456.0203 |
Avg Daily Profit (%) | -0.2939 | -0.0482 | -0.2457 | -0.0947 | 0.1552 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -416869 | -205496 | -268757 | -988913 | -358835 | -764157 |
Profit Factor | 0.644 | 0.8521 | 0.508 | 0.9622 | 1.6188 | 0.5492 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 49 | 23 | 26 | 33 | 18 | 15 |
Losing Trades | 31 | 17 | 14 | 47 | 22 | 25 |
Profitability (%) | 61.25 | 57.5 | 65 | 41.25 | 45 | 37.5 |
Ratio Avg Win / Avg Loss | 0.4074 | 0.6298 | 0.2736 | 1.3704 | 1.9785 | 0.9153 |
Largest Winning Trade | 52611 | 52611 | 31661 | 227034 | 227034 | 194478 |
Largest Losing Trade | -192786 | -52025 | -192786 | -227378 | -75225 | -227378 |
Avg Bars in Trades | 296 | 329 | 263 | 296 | 329 | 263 |
Avg Bars in Winners | 206 | 251 | 166 | 369 | 410 | 321 |
Avg Bars in Losers | 439 | 435 | 444 | 245 | 263 | 229 |
Bars Traded | 23740 | 13185 | 10555 | 23740 | 13185 | 10555 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -602819 | -579777 | -578805 | -606291 | 301914 | -585610 |
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{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "offset": 108 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "offset": 108 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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